Hey everybody, I'm pretty new to Quantopian as well as python and have been spending the past two months immersing myself into both worlds. I've been coding for > 25 years but my math skillz are rusty I urgently had to refresh my knowledge on linear regression and related topics. Thus decided to extract some code shown in various LR related lectures and turn it into my own little linear regression cheat sheet presented here. This accounts also for multiple independent series plus it demonstrates multicollinearity. Perhaps it'll help clear up all those mystic variables you encountered in linear regression but never dared to ask ;-)
P.S.: If you see any errors or have any suggestions don't be shy and point them out in the comment section. Thanks in advance.